-6.2%
ELV vs AR
+44.7%
-50.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | -0.3% | -1.8% | +1.6% | -0.2% |
| 30D | +2.0% | +12.6% | -10.6% | +1.4% |
| 3M | -3.5% | +10.0% | -13.5% | -4.0% |
| 6M | +40.2% | +0.6% | +39.6% | +39.8% |
| YTD | +15.8% | +13.4% | +2.4% | +14.8% |
| 1Y | +33.2% | +21.7% | +11.5% | +31.4% |
| 3Y | -6.2% | +45.8% | -52.1% | -9.8% |
| All | -6.2% | +44.7% | -50.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling